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arXiv · 1307.1859

Convergence in $L_p([0,T])$ of wavelet expansions of $φ$-sub-Gaussian random processes

Yuriy Kozachenko·Andriy Olenko·Olga Polosmak
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Abstract

The article presents new results on convergence in $L_p([0,T])$ of wavelet expansions of $φ$-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

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Yuriy Kozachenko, Andriy Olenko, Olga Polosmak. 2013-07-07. Convergence in $L_p([0,T])$ of wavelet expansions of $φ$-sub-Gaussian random processes. https://arxiv.org/abs/1307.1859

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